-68.1%
U vs BIDU
-41.9%
-26.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -7.0% | +9.6% | +6.2% |
| 7D | +4.5% | -2.4% | +6.9% | +5.4% |
| 30D | -0.6% | -15.6% | +15.1% | +7.1% |
| 3M | +48.4% | -22.3% | +70.7% | +65.9% |
| 6M | +115.4% | -22.3% | +137.6% | +136.2% |
| YTD | -3.2% | -29.2% | +26.0% | +11.1% |
| 1Y | -6.0% | -14.8% | +8.8% | -4.9% |
| 3Y | +13.5% | -31.8% | +45.2% | +23.0% |
| All | -68.1% | -41.9% | -26.2% | -62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BIDU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling